+590.9%
JPM vs MDY
+177.2%
+413.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | 0.0% |
| 7D | -0.7% | -1.9% | +1.2% | +1.1% |
| 30D | -2.5% | -4.6% | +2.2% | +2.0% |
| 3M | +14.1% | -1.2% | +15.4% | +15.3% |
| 6M | +25.1% | +9.2% | +15.9% | +14.6% |
| YTD | +12.1% | +13.1% | -0.9% | -0.6% |
| 1Y | +18.8% | +13.0% | +5.8% | +5.2% |
| 3Y | +163.4% | +49.2% | +114.2% | +75.7% |
| 5Y | +156.5% | +47.2% | +109.3% | +70.3% |
| All | +590.9% | +177.2% | +413.7% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling